Euro Bund Future September 2009
| Trading Metrics calculated at close of trading on 10-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2009 |
10-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
121.20 |
120.00 |
-1.20 |
-1.0% |
122.07 |
| High |
121.50 |
120.59 |
-0.91 |
-0.7% |
122.18 |
| Low |
120.00 |
119.96 |
-0.04 |
0.0% |
120.00 |
| Close |
120.26 |
120.35 |
0.09 |
0.1% |
120.26 |
| Range |
1.50 |
0.63 |
-0.87 |
-58.0% |
2.18 |
| ATR |
0.83 |
0.81 |
-0.01 |
-1.7% |
0.00 |
| Volume |
713,540 |
392,960 |
-320,580 |
-44.9% |
3,646,901 |
|
| Daily Pivots for day following 10-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.19 |
121.90 |
120.70 |
|
| R3 |
121.56 |
121.27 |
120.52 |
|
| R2 |
120.93 |
120.93 |
120.47 |
|
| R1 |
120.64 |
120.64 |
120.41 |
120.79 |
| PP |
120.30 |
120.30 |
120.30 |
120.37 |
| S1 |
120.01 |
120.01 |
120.29 |
120.16 |
| S2 |
119.67 |
119.67 |
120.23 |
|
| S3 |
119.04 |
119.38 |
120.18 |
|
| S4 |
118.41 |
118.75 |
120.00 |
|
|
| Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.35 |
125.99 |
121.46 |
|
| R3 |
125.17 |
123.81 |
120.86 |
|
| R2 |
122.99 |
122.99 |
120.66 |
|
| R1 |
121.63 |
121.63 |
120.46 |
121.22 |
| PP |
120.81 |
120.81 |
120.81 |
120.61 |
| S1 |
119.45 |
119.45 |
120.06 |
119.04 |
| S2 |
118.63 |
118.63 |
119.86 |
|
| S3 |
116.45 |
117.27 |
119.66 |
|
| S4 |
114.27 |
115.09 |
119.06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122.04 |
119.96 |
2.08 |
1.7% |
0.89 |
0.7% |
19% |
False |
True |
680,241 |
| 10 |
122.28 |
119.96 |
2.32 |
1.9% |
0.88 |
0.7% |
17% |
False |
True |
681,824 |
| 20 |
122.47 |
119.92 |
2.55 |
2.1% |
0.79 |
0.7% |
17% |
False |
False |
658,844 |
| 40 |
122.49 |
117.52 |
4.97 |
4.1% |
0.71 |
0.6% |
57% |
False |
False |
621,108 |
| 60 |
122.49 |
117.47 |
5.02 |
4.2% |
0.72 |
0.6% |
57% |
False |
False |
484,940 |
| 80 |
122.88 |
117.47 |
5.41 |
4.5% |
0.68 |
0.6% |
53% |
False |
False |
364,053 |
| 100 |
124.05 |
117.47 |
6.58 |
5.5% |
0.66 |
0.5% |
44% |
False |
False |
291,378 |
| 120 |
124.80 |
117.47 |
7.33 |
6.1% |
0.56 |
0.5% |
39% |
False |
False |
242,959 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.27 |
|
2.618 |
122.24 |
|
1.618 |
121.61 |
|
1.000 |
121.22 |
|
0.618 |
120.98 |
|
HIGH |
120.59 |
|
0.618 |
120.35 |
|
0.500 |
120.28 |
|
0.382 |
120.20 |
|
LOW |
119.96 |
|
0.618 |
119.57 |
|
1.000 |
119.33 |
|
1.618 |
118.94 |
|
2.618 |
118.31 |
|
4.250 |
117.28 |
|
|
| Fisher Pivots for day following 10-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120.33 |
121.00 |
| PP |
120.30 |
120.78 |
| S1 |
120.28 |
120.57 |
|